European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+There is no nontrivial hedging portfolio for option pricing with transaction costs
+Normal rank
@@ Property / cites work @@
+Path-dependent options and transaction costs
@@ Property / cites work: Path-dependent options and transaction costs / rank @@
+Normal rank
@@ Property / cites work @@
+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+On Leland's strategy of option pricing with transactions costs
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
@@ Property / cites work: PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Q2877652
@@ Property / cites work: Q2877652 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree
+Normal rank
@@ Property / cites work @@
+Q4073917
@@ Property / cites work: Q4073917 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4716216
@@ Property / cites work: Q4716216 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5491528
@@ Property / cites work: Q5491528 / rank @@
+Normal rank
@@ Property / cites work @@
+Option Pricing with Transaction Costs and Stochastic Interest Rate
+Normal rank
@@ Property / cites work @@
+A uniqueness theorem for a class of non-classical parabolic equations
+Normal rank
@@ Property / cites work @@
+Q4399897
@@ Property / cites work: Q4399897 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3525987
@@ Property / cites work: Q3525987 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solutions for option pricing models including transaction costs and stochastic volatility
+Normal rank
@@ Property / cites work @@
+A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models
+Normal rank
@@ Property / cites work @@
+Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index
+Normal rank
@@ Property / cites work @@
+Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option
+Normal rank
@@ Property / cites work @@
+OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS
+Normal rank